+54.6%
TER vs IONS
+17.1%
+37.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | -20.5% | -9.4% | -11.0% | -18.5% |
| 30D | -47.0% | -10.7% | -36.3% | -45.5% |
| 3M | -43.3% | -27.7% | -15.6% | -39.0% |
| 6M | -42.9% | -48.7% | +5.8% | -34.7% |
| YTD | +12.9% | -50.2% | +63.0% | +29.8% |
| 1Y | +18.2% | -46.8% | +65.0% | +33.3% |
| 3Y | +151.8% | -14.8% | +166.6% | +135.3% |
| All | +54.6% | +17.1% | +37.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling